zsb
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  • Joined on 2026-02-27
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zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 05:49:22 -07:00
f805a4b26d Add target-shares parity and rqalpha roadmap
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 05:12:22 -07:00
2857f72d84 Expose process event context to strategy runtime
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:55:48 -07:00
4d43d1b176 Expose latest open order ids to platform runtime
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:52:49 -07:00
4fdcfdae7d Expose open order state to strategy runtime
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:42:59 -07:00
9fca6e0011 Schedule platform explicit trading actions
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:33:05 -07:00
cbb6af3f29 Add platform explicit action stages
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:22:28 -07:00
6e5d4cca3b Expose explicit platform trading actions
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 04:02:27 -07:00
2e418f93d3 Add process event bus to backtest engine
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:57:18 -07:00
6b5112a363 Add scheduled process hooks to strategy engine
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:45:53 -07:00
2bbfa35187 Add rqalpha-style order reject lifecycle events
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:41:58 -07:00
b657205103 Align order lifecycle with rqalpha close semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:28:26 -07:00
8906490a40 Expand limit order intent coverage
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:22:05 -07:00
a7bb29ce2a Add limit price slippage support
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:17:22 -07:00
f65267accf Reserve sellable quantity for open orders
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 03:13:39 -07:00
14326c0847 Add persistent limit orders and cancel semantics
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:47:27 -07:00
8aae4941a5 Document dividend reinvestment platform rule
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:42:46 -07:00
e400dec464 Expose weekly and monthly platform rebalance schedules
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:24:42 -07:00
948aca21e8 Add tick best-price matching modes
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:18:29 -07:00
252ba75f50 Add VWAP matching mode
zsb pushed to main at zsb/fidc-backtest-engine 2026-04-23 02:11:23 -07:00
b6ddd14d94 Support dividend reinvestment